KANSAS CITY, Mo. (AP) — Breaking their silence for the first time, the family of the woman shot and killed by Kansas City Chiefs linebacker Jovan Belcher said Monday their “hearts are truly broken” and asked for privacy while they grieve the loss of two loved ones.

Belcher shot and killed his 22-year-old girlfriend, Kasandra Perkins, at their Kansas City home Saturday before driving to Arrowhead Stadium, where Belcher committed suicide in the practice facility’s parking lot, police said. The couple had a 3-month-old daughter, Zoey.

“Our hearts are truly broken for Kasi was a beloved daughter, granddaughter, sister, mother, cousin and friend,” the family said in an emailed statement. The family also asked that the media “respect our privacy during this difficult time.”

“Please keep us in your hearts and prayers as well as the Belcher family,” the statement said.

Kansas City police Sgt. Marisa Barnes said Monday that authorities hope to deliver an investigative report to prosecutors on Tuesday.

“They’re moving it along just like any other case. There’s a formal process it has to go through,” she said.

Dan Ferguson, a spokesman for Jackson County, said the medical examiner’s office has completed examinations on the bodies of both Belcher and Perkins. A full autopsy report would not be available for six to eight weeks, he said.

In an incident report released Monday, police said officers were called to the Kansas City home of Belcher, 25, and Perkins about 7:50 a.m. Saturday. Police found Perkins on the floor of the master bathroom. The report said she died from apparent gunshot wounds, but did not say how many times she had been shot.

Belcher then drove about five miles to Arrowhead Stadium. There, he was met by general manager Scott Pioli and coach Romeo Crennel, and Belcher thanked them for all they’d done for him.

The police report said that when officers arrived at Arrowhead about 8 a.m., they saw several people in the practice facility parking lot.

“As they approached, a subject later identified as Jovan Belcher, observed their presence and moved to an area behind a vehicle,” the report said. “From that position Belcher shot himself one time in the head.” Belcher was taken to a hospital, where he died, the report said.

Barnes said Monday that firearms found at the couple’s home were legally registered to Belcher. It is unknown how many guns were found.

“The majority of people own them, you know, especially in the places that they’re legal,” Chiefs linebacker Brandon Siler said. “People don’t go out and shoot other people. Most of the time they’re for self-defense or sport. Yeah, people own guns, but did you ever hear him say anything about harming someone with a gun? No.”

Chiefs defensive tackle Shaun Smith bristled when asked about a “gun culture” in professional sports, and said players that carry them usually do so for protection.

“Just because we’re in the NFL, that doesn’t make us no different,” he said. “You never know when someone would try to rob you or whatever. ... I’ve worked hard to get where I am. I’ll be damned if I’d let someone just take it away from me, period.”

Police spokesman Darin Snapp said Monday that Belcher’s mother, who had been staying with the couple, was given temporary custody of the couple’s daughter. But, he said, it was unclear Monday if the grandmother and baby were still in the Kansas City area or if they had returned to Belcher’s home in West Babylon, N.Y. Perkins was from the Austin, Texas, area.

Chiefs running back Jamaal Charles and his wife, Whitney, also released a statement Monday asking for privacy. In it, the Charles’ confirmed that Perkins and Whitney Charles were cousins, and that Perkins was a “not only family, but a friend and a loving mother.”

“As my actual family and my Kansas City Chiefs family have been altered forever, we ask that you keep us and most importantly their child in prayer,” the Charles’ statement said.

Brianne York, 21, a friend of Perkins, said Sunday that Perkins met Belcher through Whitney Charles.

Belcher’s relatives also provided statements Monday, as several relatives gathered outside of Belcher’s boyhood home, looking somber and sad. Yamiesse Lawrence, a cousin of Belcher’s, said the weekend’s events were an “inconceivable tragedy.”

“As a family, no words can express the sorrow we feel over the loss of Jovan and Kasandra,” Lawrence read aloud.

She said the family is “overwhelmed with both sadness and confusion,” and extends thoughts and prayers to the Perkins family.

Belcher’s niece, Quaresha Boston, said the football player “embraced life and excelled at all he put his energy behind” and that God alone could “mend our hearts.”

“We loved Jovan. His kindness, humility, respect and gratitude for family and friends were steadfast,” she said. “... He was happy to be a new father and both he and Kasandra loved Zoey greatly.”